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subject:"Schätzung"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Casarin, Roberto"
~subject:"Time series analysis"
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Schätzung
Time series analysis
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Casarin, Roberto
Ghysels, Eric
6
Leybourne, Stephen James
5
Engle, Robert F.
4
Harvey, Andrew C.
4
Li, Wai Keung
4
Marcellino, Massimiliano
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Perron, Pierre
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Steel, Mark F. J.
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Stock, James H.
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Kim, Chang-jin
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McCabe, Brendan Peter Martin
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Nijman, Theodore E.
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Palm, Franz C.
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Zhu, Ke
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Aastveit, Knut Are
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Alba, Enrique de
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Bauwens, Luc
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
2
Economic modelling
1
Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
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2
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
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